EDIT Options History — July 2018 In July 2018, EDIT traded between $29.47 and $38.35. ATM implied volatility averaged 67.4%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 21.0% (HV 20d: 46.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.82.
Notable Days 2018-07-24 : Highest Volume — 7,134 contracts2018-07-09 : Largest IV drop — 19.8% change2018-07-06 : Highest IV Rank — 66.7%2018-07-31 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $35.16 $29.47 $38.35 $36.83 $29.70 Max Pain $35.48 $35.00 $40.00 $40.00 $35.00 ATM IV 67.4% 59.6% 79.8% 69.3% 75.4% Expected Move 18.6% 17.1% 20.5% 17.4% 20.5% HV 20d 46.4% 36.4% 53.3% 53.3% 51.4% HV 60d 52.7% 50.4% 55.3% 52.4% 53.4% IV Rank 37.5% 19.3% 66.7% 41.9% 56.4% IV Percentile 45.7% 9.1% 93.3% 57.1% 80.6% Term Structure -1.0% -15.4% 11.6% -15.4% 0.1% VWIV 66.8% 58.8% 80.7% 63.7% 74.4% Skew 25d 7.3% -5.0% 21.6% 0.2% 12.3% Skew 10d 12.2% 2.7% 30.7% 14.0% 14.0% Call IV 25d 65.9% 55.2% 81.9% 73.7% 72.3% Put IV 25d 73.2% 63.2% 100.3% 73.9% 84.6% Bid-Ask Spread % 33.24 16.28 63.53 31.11 32.82 Gamma HHI 0.28 0.13 0.36 0.31 0.13 Net GEX 581.5K -62.1K 1.0M 736.5K -62.1K Net DEX -16.0M -31.1M 3.6M -24.1M 3.6M Net VEX -151.4K -178.8K -109.6K -178.3K -109.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.33 1.89 0.33 0.86 Total Volume 4,322.19 3,268 7,134 3,464 3,501 Total OI 35,450.952 30,589 39,884 33,760 30,589
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-07-02 $36.83 $40.00 69.3% 17.4% 53.3% 41.9% 63.7% 0.2% -15.4% 736.5K -24.1M -178.3K 0.33 31.11 N/A N/A 2,614 850 23,404 10,356 2018-07-03 $36.82 $40.00 74.7% 17.4% 49.5% 54.7% 58.8% 20.9% -12.1% 791.1K -24.6M -178.8K 0.37 63.53 N/A N/A 2,378 890 24,957 10,481 2018-07-05 $36.69 $35.00 71.8% 18.9% 49.5% 47.8% 63.8% -5.0% -14.6% 746.7K -23.8M -174.1K 0.42 33.36 N/A N/A 2,323 977 24,986 10,506 2018-07-06 $37.91 $35.00 79.8% 17.2% 51.0% 66.7% 61.3% 18.4% 7.1% 972.3K -28.6M -175.2K 0.43 42.05 N/A N/A 2,658 1,141 25,119 10,610 2018-07-09 $38.35 $35.00 64.0% 18.1% 49.2% 29.7% 64.3% 3.6% 2.4% 985.2K -31.1M -175.0K 0.44 34.12 N/A N/A 2,615 1,162 25,052 10,491 2018-07-10 $37.99 $35.00 61.9% 17.8% 37.4% 24.7% 68.5% 21.6% 4.9% 1.0M -28.9M -171.3K 0.69 41.55 N/A N/A 2,673 1,852 25,174 10,753 2018-07-11 $38.15 $35.00 66.0% 17.8% 37.4% 34.4% 69.2% 11.3% -5.2% 1.0M -29.8M -172.3K 0.71 42.43 N/A N/A 2,629 1,858 25,882 11,462 2018-07-12 $37.78 $35.00 62.4% 17.8% 37.6% 26.0% 68.2% 11.2% 0.1% 957.5K -27.2M -170.1K 0.60 39.22 N/A N/A 2,779 1,677 26,057 11,533 2018-07-13 $37.93 $35.00 59.6% 17.1% 36.4% 19.3% 63.8% 6.7% -0.7% 976.4K -27.8M -166.6K 0.71 28.02 N/A N/A 2,789 1,985 26,085 11,607 2018-07-16 $35.23 $35.00 66.1% 19.0% 45.1% 34.5% 67.9% 2.1% 0.9% 529.9K -13.2M -146.2K 1.27 34.24 N/A N/A 1,796 2,288 25,602 11,335 2018-07-17 $36.51 $35.00 66.4% 19.0% 43.3% 35.3% 64.1% 5.2% -0.4% 691.7K -18.5M -156.2K 1.12 31.10 N/A N/A 1,955 2,194 25,955 12,256 2018-07-18 $35.30 $35.00 67.1% 19.2% 44.6% 36.8% 65.7% 4.4% -6.6% 514.0K -13.3M -148.7K 1.08 26.77 N/A N/A 1,682 1,817 26,299 12,302 2018-07-19 $36.22 $35.00 62.5% 17.7% 43.7% 26.2% 62.3% 4.4% 4.5% 664.7K -16.3M -149.9K 1.89 36.36 N/A N/A 2,075 3,919 26,492 12,384 2018-07-20 $36.38 $35.00 61.7% 17.5% 43.3% 24.3% 58.9% 7.7% 1.9% 701.2K -17.4M -151.9K 1.68 26.19 N/A N/A 1,756 2,957 26,650 13,234 2018-07-23 $35.41 $35.00 61.6% 18.5% 44.0% 24.0% 63.7% 8.8% 11.6% 572.3K -15.3M -144.6K 1.27 16.28 N/A N/A 1,631 2,076 21,199 11,083 2018-07-24 $32.49 $35.00 66.5% 19.4% 51.1% 35.6% 68.5% 5.9% -1.9% 162.1K -3.3M -128.0K 0.42 25.21 N/A N/A 5,032 2,102 21,557 11,586 2018-07-25 $31.67 $35.00 66.8% 19.9% 51.4% 36.1% 69.1% 1.1% -0.7% 105.9K -1.7M -127.9K 0.90 27.69 N/A N/A 2,344 2,099 20,848 12,138 2018-07-26 $31.63 $35.00 67.4% 20.2% 49.6% 37.7% 68.9% 4.3% -1.0% 105.1K -1.3M -126.2K 0.75 21.84 N/A N/A 2,326 1,741 21,146 11,961 2018-07-27 $29.90 $35.00 70.3% 20.1% 52.6% 44.2% 76.5% 1.5% -1.0% 36.2K 2.9M -115.8K 0.64 35.96 N/A N/A 3,191 2,039 21,266 12,025 2018-07-30 $29.47 $35.00 73.5% 20.2% 52.6% 51.9% 80.7% 6.2% 5.8% 4.9K 2.9M -113.0K 0.55 28.28 N/A N/A 2,837 1,558 20,378 11,670 2018-07-31 $29.70 $35.00 75.4% 20.5% 51.4% 56.4% 74.4% 12.3% 0.1% -62.1K 3.6M -109.6K 0.86 32.82 N/A N/A 1,884 1,617 18,772 11,817
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